+38.7%
CSCO vs U
+21.4%
+17.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | -4.7% | +24.4% | -29.0% | -5.2% |
| 30D | -17.1% | +7.4% | -24.5% | -17.1% |
| 3M | -19.6% | +16.8% | -36.4% | -19.9% |
| 6M | +2.4% | +78.8% | -76.4% | +0.3% |
| YTD | +29.8% | +14.0% | +15.8% | +28.7% |
| 1Y | +38.7% | +16.7% | +22.0% | +38.7% |
| All | +38.7% | +21.4% | +17.3% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling